This is a short course of the Mathematics for daTa scieNce study plan

Sabrina Giordano

Sabrina Giordano
(University of Calabria)
Personal website
Bio Sabrina Giordano is an Associate Professor of Statistics at the University of Calabria. She holds a PhD in Methodological Statistics from the University of Milano–Bicocca. She teaches courses in Statistical Modelling and Data Science at the master's level in Statistics and Computer Science. Her research focuses on models for ordinal data, mixture models, hidden Markov models, copula functions, and network analysis. She has been a visiting professor at Bayes Business School (City, University of London, UK), RWTH Aachen University (Germany), and the University of Florida (USA). She serves on the board committees of international and national conferences, training schools, and PhD programs, and has published in international journals. Currently, she is an associate editor for Biometrical Journal, Statistical Methods & Applications, and Statistica. She is the local coordinator for a MUR PRIN2022 project, actively involved in national and international research projects, and a member of the COST Fin-AI research group. Additionally, she is the Director of a Postgraduate Master’s program in Artificial Intelligence & Data Science, funded by the Ministry of University and Research.

Course Description

This 3 days-6 hours course introduces Hidden Markov Models (HMMs) for categorical data, covering key concepts, estimation methods, model evaluation, and practical applications in R. Students will develop a mathematical understanding of HMMs, including their theoretical foundation, parameter estimation, and model assessment. They will also learn to interpret model parameters, conduct simulations and diagnostics, and apply HMMs to real data. The course integrates theory with practice using R packages.

References

  • Roland Langrock, Walter Zucchini, Iain L. MacDonald (2021) Hidden Markov Models for Time Series: An Introduction Using R. Chapman & Hall/Crc Press.
  • Francesco Bartolucci, Alessio Farcomeni, Fulvia Pennoni (2012) Latent Markov Models for Longitudinal Data. Chapman & Hall/Crc Press.

Schedule

  • Monday 26 May 2025, 14:30-16:30, room A209
  • Tuesday 27 May 2025, 11:30-13:30, room A220
  • Wednesday 28 May 2025, 8:30-10:30, room A224

Details

  • Venue: Polo Scientifico e Tecnologico F. Ferrari
  • Language: English
  • The participation is free. Please send an email to Prof. Veronica Vinciotti to confirm your participation.
  • For further information, please contact Prof. Veronica Vinciotti